Advanced Topics in Statistics and Econometrics

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# Advanced Topics in Statistics and Econometrics

### Yanfei Kang

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# Course introduction

- **Objective: ** To explore cutting-edge research and methodologies in statistics and econometrics.

- **Structure: ** Focus areas include a variety range of topics such as statistical modeling, inference, forecasting, financial econometrics, health and behavioral economics.

- **Outcome: ** Gain a deep understanding of modern statistical and econometric techniques, and develop skills to apply these methods to real-world problems.

- **Assessment: ** 
  - Classroom performance: 15%.
  - Presentation: 15%.
  - Final report: 70%.

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# Large-scale time series forecasting

- Forecasting practice

- Forecast combinations

- Hierarchical forecasting

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# Other topics

- Quantile regression for large-scale data

- Spatial temporal data modeling

- High-frequency financial econometrics

- Recent advances in DID methodology

- Climate stress testing: A new era of risk management for financial institutions

- Experimental economic methods up to 2025